+19.3%
ARM vs FROG
+83.7%
-64.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.8% | -4.8% |
| 7D | -18.7% | -14.1% | -4.6% | -16.2% |
| 30D | -36.7% | -11.8% | -24.9% | -35.1% |
| 3M | -31.6% | +0.1% | -31.8% | -31.8% |
| 6M | -5.6% | +64.2% | -69.8% | -10.7% |
| YTD | +75.5% | +38.2% | +37.2% | +60.8% |
| 1Y | +19.3% | +85.4% | -66.1% | +11.3% |
| All | +19.3% | +83.7% | -64.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling